Variance decomposition

[matte]

Dear,
how I can see variance decomposition for different periods?
For instance, I need to to obtain the variance decomposition for, say, 4, 10 and 20 periods ahead. I try to program in the following way:
stoch_simul(irf=4) var1 var2 var3;
stoch_simul(irf=10) var1 var2 var3;
stoch_simul(irf=20) var1 var2 var3;
but I get the same numbers for the three cases. What is the way to do it right?
Many thanks in advance!

[AssiaEzzeroug]

Hi,

that's normal you get the same results because for now, Dynare can only compute the variance decomposition for infinite horizons.

Best

[matte]

Thanks a lot for your answer!
Do you know any possible way to compute the var. decomposition for different horizons? Any program for Matlab?